On the Ray-Knight Markov Property of Local Times

DOI10.1112/JLMS/S2-31.2.377MaRDI QIDQ3319535zbMATH OpenOpenAlexFDO

Authors Patrick Sheppard

Publication date 1985

Published in Journal of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/jlms/s2-31.2.377

zbMATH Keywords

one-dimensional diffusionsrandom fields

Mathematics Subject Classification ID

Transition functions, generators and resolvents (60J35) Local time and additive functionals (60J55) Diffusion processes (60J60)

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(9)

• Exit distributions for symmetric Markov processes via Gaussian techniques
• Dynkin's isomorphism theorem and the Ray-Knight theorems
• Some Brownian functionals and their laws
• On the Markov property of local time for Markov processes on graphs
• New perspectives on Ray's theorem for the local times of diffusions
• Kac's moment formula and the Feynman-Kac formula for additive functionals of a Markov process
• A Ray-Knight theorem for symmetric Markov processes.
• Joint density for the local times of continuous-time Markov chains
• scientific article; zbMATH DE number 816115 (Why is no real title available?)

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